Minimax estimation in linear regression under restrictions
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Publication:1587193
DOI10.1016/S0378-3758(00)00101-4zbMath0977.62075MaRDI QIDQ1587193
Publication date: 24 January 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
Related Items
Quasi-minimax estimation in the general linear regression model, Minimax estimation in linear regression with ellipsoidal constraints, Minimax estimation over ellipsoids in ℓ2
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